+489.0%
TSM vs QS
-47.4%
+536.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.6% |
| 7D | +2.6% | -5.0% | +7.6% | +3.1% |
| 30D | +1.4% | -18.3% | +19.7% | +3.2% |
| 3M | +5.0% | -26.0% | +31.0% | +7.5% |
| 6M | +24.0% | -24.0% | +48.0% | +26.6% |
| YTD | +41.6% | -50.3% | +91.9% | +49.0% |
| 1Y | +66.2% | -38.0% | +104.1% | +70.6% |
| 3Y | +398.2% | -24.6% | +422.8% | +380.7% |
| 5Y | +277.6% | -75.4% | +353.0% | +273.4% |
| All | +489.0% | -47.4% | +536.4% | +488.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded QS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling